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A note on the correlation relationship among Singapore, Hong Kong and the US capital markets since the Hong Kong handover : implication for international portfolio management
Chan, Leo H. - In: The Singapore economic review : journal of the Economic … 51 (2006) 3, pp. 335-342
Persistent link: https://www.econbiz.de/10003410635
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Financial interdependence between Hong Kong and the US : a band spectrum approach
Chan, Leo H.; Lien, Da-hsiang Donald; Weng, Wenlong - In: International review of economics & finance : IREF 17 (2008) 4, pp. 507-516
Persistent link: https://www.econbiz.de/10003792949
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The information value of excessive speculative trades on price volatility in oil futures markets
Chan, Leo H.; Nguyen, Chi M.; Chan, Kam C. - In: International financial markets, (pp. 1-24). 2013
Persistent link: https://www.econbiz.de/10010204802
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Cash settlement and futures price volatility : evidence from options data
Chan, Leo H.; Lien, Da-hsiang Donald - In: Advances in quantitative analysis of finance and … 1 (2004), pp. 29-44
Persistent link: https://www.econbiz.de/10002225818
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Measuring the impacts of cash settlement : a stochastic volatility approach
Chan, Leo H.; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 11 (2002) 3, pp. 251-263
Persistent link: https://www.econbiz.de/10001719359
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Cash settlement and price discovery in futures markets
Chan, Leo H.; Lien, Da-hsiang Donald - In: Quarterly journal of business and economics : QJBE 40 (2001) 3/4, pp. 65-77
Persistent link: https://www.econbiz.de/10001764354
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Using high, low, open and closing prices to estimate the effects of cash settlement on futures prices
Chan, Leo Tak-hung; Lien, Da-hsiang Donald - In: International review of financial analysis 12 (2003) 1, pp. 35-47
Persistent link: https://www.econbiz.de/10001769951